+112.4%
MS vs ALL
+143.1%
-30.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +3.9% | +0.8% |
| 7D | -1.6% | -1.9% | +0.4% | -1.0% |
| 30D | -3.8% | +13.8% | -17.6% | -7.6% |
| 3M | -14.6% | -7.0% | -7.6% | -12.9% |
| 6M | -5.1% | +18.0% | -23.1% | -11.5% |
| YTD | +4.5% | +24.2% | -19.7% | -4.8% |
| 1Y | +13.5% | +31.2% | -17.6% | +1.1% |
| 3Y | +160.4% | +107.5% | +52.9% | +87.1% |
| All | +112.4% | +143.1% | -30.6% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling